>But the
>SET ORDER TO TAG MyField2 does not produce error. Yet I don't see the tag MyField2 in the list of index tags. Also, the status line of VFP shows that the tag is set to MyField1 (not MyField2).
>Weird.

Interesting, looks like you found a bug in VFP. I am able to duplicate this problem. The command
set order to tag FieldName -- no such tag
does not result in error, although the order is not set.

May be it's even documented and if not, clearly a bug which you discovered now (unless it was already discovered).

It is not documented in SET ORDER command, I just read it.